My Doctor telling me NOT to shave before laser hair removal. I am confused, cuz from what I've read I HAVE to shave before

You are correct that laser hair removal is meant to target the pigment in the hair follicle underneath the skin. For this reason we always ask patients to shave the day before or the morning of their treatments. Leaving hair above the skin will lead to increased pain and ineffective results. The follicles should still be visible even after you have shaved. I would seriously reconsider being treated by someone who does not have the experience to see the follicles without hair growing there. 

Prior to your laser hair removal treatment, you should shave the night before or ideally the morning of. Waxing/threading immediately prior is a big no-no. Your dermatologist can guide you appropriately with such questions.

In our office we ask our patients to shave the day before or the day of treatment, or we will use a razor in the office to shave the area.  The laser targets the hair follicle which is deep in the skin.  Hair that's left on the skin will absorb some of the laser light and will heat up, which will cause more of a burning smell and will increase the risk of burning the skin.  

Shaving day before is accepted practice. You could mark out area with eyebrow pencil although you can feel stubble with your hand and see the roots. You are right re shaving.

Prior
to laser treatment, it is important to shave the area. Otherwise hair gets
pressed to the surface of your skin. When the hair shaft is destroyed by the
laser it can injure the surrounding skin. Shave a day prior to your
appointment, so if you nick yourself, the area will not be bleeding during your
procedure. Either shaving or depilatory creams can be
used up to the day of the laser treatment as they do not remove the entire hair
shaft. Other methods of hair removal such as waxing or tweezing will remove the
deeper portions of the hair follicle which contain the "target
pigmentation" and will render laser hair removal ineffective for at least
two weeks.

On older lasers they used to tell people not to shave because the hair needed to target the top of the follicle and drive the energy down into the bulb. However, what we found is that most of the time this resulted in poor treatment and only the top of the hair was burned and the rest was pretty much untreated. So, basically, we don't do it the way you are describing any more unless it is on an old laser..... "This answer has been solicited without seeing this patient and cannot
be held as true medical advice, but only opinion. Seek in-person
treatment with a trained medical professional for appropriate care."